The following pages link to (Q4035100):
Displaying 10 items.
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- Impact of divergent consumer confidence on option prices (Q1417891) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550) (← links)
- Renewable energy investments under different support schemes: a real options approach (Q1926729) (← links)
- Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- The valuation and information content of options on crude-oil futures contracts (Q2353846) (← links)
- Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
